Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
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Updated
May 6, 2022 - TypeScript
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
web-based tool to visualize structured financial products payoff and greeks
Crypto options analytics dashboard with implied volatility surfaces, IV curves, and pricing model calibration. React + TypeScript + Deribit API. Visualize options data in real-time.
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